+84.4%
TSM vs GDXJ
+58.9%
+25.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.3% | +3.6% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +3.6% | +17.9% | -14.3% | -1.7% |
| 3M | -3.4% | +15.3% | -18.7% | -8.4% |
| 6M | +20.6% | -9.4% | +30.1% | +20.2% |
| YTD | +41.9% | +13.4% | +28.5% | +32.3% |
| 1Y | +84.4% | +59.7% | +24.7% | +59.4% |
| All | +84.4% | +58.9% | +25.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GDXJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling